Mortgage-Backed Securities Data
Reduce the operational burden and costs associated with collecting, analyzing and maintaining agency MBS data
Maintaining accurate databases can be expensive and time-consuming. ICE eMBS, an industry-leading solution for mortgage-backed security data, can help you reduce the burdens of collecting and analyzing agency MBS data. eMBS provides easy access to comprehensive MBS-performance data that’s managed for you.
The industry's leading solution for your MBS data needs
To meet your specific business needs, we offer a variety of product options, including raw, granular data, summarized database-ready information; or precalculated prepayments and various market aggregations.
Numerous ways to search
Easily find what you’re looking for as you search securities by: REMIC, strip deals, tranche names, TBA securities’ characteristics and CUSIP.
Online calculator tools
Help make sense of the data with calculator tools such as mortgage roll, net money, FNMA ARMs, P&I, price/yield and fail.
Access and delivery options
Choose your preferred method of access and delivery, including eMBS Web, eMBS API and eMBS FTP.
Data the way you need it
Get the data in the way that works for you including: raw, granular data, summarized database-ready information, precalculated prepayments and various market aggregations.
About EMBS
Whether you manage a low- or high-volume of mortgage-backed securities, maintaining accurate, up-to-date databases is costly and time-consuming. With ICE eMBS, we manage the process for you. Our leading solution will help you reduce the operational burden and costs associated with collecting, analyzing and maintaining agency MBS data.
eMBS provides a single source for comprehensive mortgage-backed securities data. This data includes securities from:
- Fannie Mae
- Freddie Mac
- Ginnie Mae
- The U.S. Small Business Administration
- Canadian CMHC/NHA
We also maintain data on Federal Reserve-held MBS securities for you to view online. This is beneficial for calculating tradeable float to see what mortgage-backed securities are remaining to trade.
Institutional investors leverage eMBS data and analytics for a variety of applications.
- View securities, create or query a portfolio, perform analytics.
- Support trading decisions
- Get a detailed view of a security or market sector
- Support systems for submission and comparison of trades, margining, netting, pool allocations, settlement, collateralized borrowing and financial risk
- Determine how much of a pool (dollar amount and percentage of balance) is locked up in a CMO or structured pool
- Get details on MBS securities that are traded in the fixed-income investments space.
Our online aggregations report on daily and monthly mortgage-backed securities issuance. Other aggregations include the following:
- Market prepayments
- Prepayment summary
- Prepayment book
- RPB aggregations
- Historical RPB
- UMBS aggregations
How can institutional investors use eMBS data?
Insight
View securities, create or query a portfolio, perform analytics
Support
Support trading decisions
Detail
Get a detailed view of a security or market sector
Comparison
Support systems for submission and comparison of trades, margining, netting, pool allocations, settlement, collateralized borrowing and financial risk
Oversight
Determine how much of a pool (dollar amount and percentage of balance) is locked up in a CMO or structured pool